First off, its not going to be cheap.You want a MIG welder (like the guy said, metal inert gas), that basically has two components1. Wire, its relatively cheap and comes in huge spools.2. Like the name implies, and inert gas, usually Argon, which runs about $100-200 a tank to fill, and about $300 for the actual tank, but will last a loooong ass time if you take care of it well.
As for the actual machines, Miller makes some decent ones for anywhere from $800-5 000 depending on what you want (
http://www.millerwelds.com/products/mig/onephase.php). The good thing is that most of these are relatively small, the biggest part will be the tank. You will probably want to buy a cart too, which is about $150
Learning to weld is really, really simple. It just takes a lot of practice, but you could learn to weld well in a good hour or two, if you do get that far send me a PM and ill be happy to tell you what I know